-17.5%
RUN vs RY
+435.6%
-453.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.4% |
| 7D | +1.3% | +3.1% | -1.9% | -2.2% |
| 30D | -15.3% | -0.3% | -14.9% | -15.0% |
| 3M | -40.0% | +8.7% | -48.7% | -45.8% |
| 6M | -27.0% | +28.5% | -55.5% | -45.6% |
| YTD | -51.7% | +25.1% | -76.8% | -62.6% |
| 1Y | -45.9% | +46.3% | -92.2% | -64.9% |
| 3Y | -43.8% | +154.9% | -198.7% | -79.9% |
| 5Y | -80.5% | +140.3% | -220.8% | -92.5% |
| 10Y | +45.3% | +377.0% | -331.8% | -69.6% |
| All | -17.5% | +435.6% | -453.1% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling